-3.9%
MCD vs WCN
+16.1%
-20.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.8% | +3.8% | +5.8% |
| 7D | +11.9% | +6.7% | +5.2% | +10.1% |
| 30D | +20.2% | +24.3% | -4.1% | +14.2% |
| 3M | +5.2% | +16.1% | -10.9% | +1.4% |
| 6M | 0.0% | +19.9% | -19.9% | -4.0% |
| YTD | -6.5% | +10.1% | -16.6% | -9.4% |
| 1Y | -3.9% | +14.4% | -18.4% | -8.3% |
| All | -3.9% | +16.1% | -20.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling